Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 183,137
Positions
39,307 23,568 21,378 34,217 40,879 4,137 33,870 38,426 8,284 12,322 1,878 0 29,622 44,587
Changes from: March 10, 2020 Total Change is: 7,911
7,200 -17,236 12,678 -693 -1,820 -349 -8,104 39 794 -129 626 0 -3,486 13,179
Percent of Open Interest Represented by Each Category of Trader
21.5 12.9 11.7 18.7 22.3 2.3 18.5 21.0 4.5 6.7 1.0 0.0 16.2 24.3
Number of Traders in Each Category Total Traders: 101
7 7 7 12 18 8 21 21 18 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 35,254
Positions
0 11,363 0 6,704 2,418 594 15,953 8,535 110 696 555 0 11,197 11,679
Changes from: March 10, 2020 Total Change is: -15,220
-1,483 -2,659 -4,294 -1,114 -601 8 -1,374 -4,690 -1,958 -44 0 0 -4,961 -1,026
Percent of Open Interest Represented by Each Category of Trader
0.0 32.2 0.0 19.0 6.9 1.7 45.3 24.2 0.3 2.0 1.6 0.0 31.8 33.1
Number of Traders in Each Category Total Traders: 35
0 5 0 7 4 . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 182,109
Positions
39,482 20,594 1,747 40,221 86,561 3,716 65,369 31,843 7,560 4,256 10,062 0 19,758 20,026
Changes from: March 10, 2020 Total Change is: -32,076
11,616 -20,292 -22,943 -10,672 17,038 -3,622 5,400 1,862 -2,548 -2,101 5 0 -7,206 -1,576
Percent of Open Interest Represented by Each Category of Trader
21.7 11.3 1.0 22.1 47.5 2.0 35.9 17.5 4.2 2.3 5.5 0.0 10.8 11.0
Number of Traders in Each Category Total Traders: 109
9 5 4 8 28 9 27 21 17 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 125,769
Positions
7,654 34,801 1,420 38,429 26,381 7,840 36,209 31,286 2,494 8,499 564 0 23,224 20,983
Changes from: March 10, 2020 Total Change is: -33,359
-12,745 4,192 -596 -10,460 -4,946 -3,106 -6,382 -17,407 -3,059 4,304 -3,110 -8 -1,307 -5,319
Percent of Open Interest Represented by Each Category of Trader
6.1 27.7 1.1 30.6 21.0 6.2 28.8 24.9 2.0 6.8 0.4 0.0 18.5 16.7
Number of Traders in Each Category Total Traders: 100
4 9 . 23 16 10 20 17 11 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 588,116
Positions
35,155 306,928 4,113 381,361 97,512 23,761 38,965 101,775 4,655 22,460 6,048 122 77,524 43,202
Changes from: March 10, 2020 Total Change is: -71,035
4,703 21,978 -10,644 -26,003 -6,434 -7,174 671 -44,130 -14,267 -5,669 -3,185 -86 -12,566 -7,093
Percent of Open Interest Represented by Each Category of Trader
6.0 52.2 0.7 64.8 16.6 4.0 6.6 17.3 0.8 3.8 1.0 0.0 13.2 7.3
Number of Traders in Each Category Total Traders: 244
18 7 9 86 36 39 37 32 16 18 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 149,878
Positions
67,295 9,634 838 15,661 70,608 4,754 30,851 30,797 1,885 9,254 1,930 0 19,340 29,432
Changes from: March 10, 2020 Total Change is: -61,365
-32,283 -684 -9,662 -1,224 -21,728 -1,511 -8,692 -9,552 -6,783 1,123 -7,352 0 -2,333 -4,093
Percent of Open Interest Represented by Each Category of Trader
44.9 6.4 0.6 10.4 47.1 3.2 20.6 20.5 1.3 6.2 1.3 0.0 12.9 19.6
Number of Traders in Each Category Total Traders: 80
5 7 . 6 23 10 15 18 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 25,596
Positions
477 18,680 0 11,078 639 41 11,126 3,368 44 1,653 1,370 0 1,177 1,454
Changes from: March 10, 2020 Total Change is: -26,206
-2,472 -23,756 -929 -907 639 -1 -19,207 -1,638 -75 -1,965 951 -391 -259 -1,006
Percent of Open Interest Represented by Each Category of Trader
1.9 73.0 0.0 43.3 2.5 0.2 43.5 13.2 0.2 6.5 5.4 0.0 4.6 5.7
Number of Traders in Each Category Total Traders: 36
. 4 0 4 . . 9 6 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 121,964
Positions
9,390 56,947 800 56,222 9,200 513 48,550 33,283 965 1,754 16,532 0 3,770 3,724
Changes from: March 10, 2020 Total Change is: -102,586
-4,407 -99,742 0 -20,591 1,967 -1,236 -59,983 11,379 -14,013 129 -242 0 -2,485 -699
Percent of Open Interest Represented by Each Category of Trader
7.7 46.7 0.7 46.1 7.5 0.4 39.8 27.3 0.8 1.4 13.6 0.0 3.1 3.1
Number of Traders in Each Category Total Traders: 104
5 7 . 12 13 . 23 27 5 5 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 50,772
Positions
34,870 1,031 78 3,152 21,807 0 6,494 21,669 2,205 1,702 1,220 100 2,171 2,662
Changes from: March 10, 2020 Total Change is: -2,610
13 434 -13 21 -11,922 0 -4,204 7,016 1,622 73 290 100 -222 -137
Percent of Open Interest Represented by Each Category of Trader
68.7 2.0 0.2 6.2 43.0 0.0 12.8 42.7 4.3 3.4 2.4 0.2 4.3 5.2
Number of Traders in Each Category Total Traders: 55
. . . 4 11 0 6 21 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,688
Positions
21,255 2,342 0 2,215 19,997 421 17,985 18,825 382 559 1,521 6 1,865 1,194
Changes from: March 10, 2020 Total Change is: -26,346
-7,780 132 -4,831 -595 -5,411 -311 -2,001 -2,658 -8,881 -1,771 -95 -7 -169 -4,284
Percent of Open Interest Represented by Each Category of Trader
47.6 5.2 0.0 5.0 44.7 0.9 40.2 42.1 0.9 1.3 3.4 0.0 4.2 2.7
Number of Traders in Each Category Total Traders: 83
7 . 0 6 23 5 18 19 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 10,501
Positions
121 0 0 0 3,503 0 10,077 5,199 0 0 0 0 303 1,799
Changes from: March 10, 2020 Total Change is: -8,480
-711 -6,399 -2 -350 686 0 127 -2,180 -329 -6,797 0 0 -418 -256
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 0.0 33.4 0.0 96.0 49.5 0.0 0.0 0.0 0.0 2.9 17.1
Number of Traders in Each Category Total Traders: 22
. 0 0 0 6 0 9 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 41,341
Positions
22,194 19,705 2,405 2,688 3,123 1,109 5,444 7,330 395 42 712 112 6,953 6,452
Changes from: March 10, 2020 Total Change is: -1,402
3,262 -4,297 578 -3,641 151 334 -1,078 1,424 -692 -80 377 112 -198 611
Percent of Open Interest Represented by Each Category of Trader
53.7 47.7 5.8 6.5 7.6 2.7 13.2 17.7 1.0 0.1 1.7 0.3 16.8 15.6
Number of Traders in Each Category Total Traders: 88
23 16 15 12 10 9 13 9 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 82,681
Positions
44,387 39,410 4,810 5,375 6,245 2,217 10,888 14,659 790 84 1,423 224 13,906 12,903
Changes from: March 10, 2020 Total Change is: -2,804
6,524 -8,593 1,156 -7,281 301 667 -2,155 2,848 -1,383 -160 754 224 -396 1,222
Percent of Open Interest Represented by Each Category of Trader
53.7 47.7 5.8 6.5 7.6 2.7 13.2 17.7 1.0 0.1 1.7 0.3 16.8 15.6
Number of Traders in Each Category Total Traders: 88
23 16 15 12 10 9 13 9 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 46,774
Positions
2,601 29,370 8,408 31,357 0 786 1,289 4,762 434 0 506 0 1,899 2,508
Changes from: March 10, 2020 Total Change is: 6,563
-1,333 -4,336 8,408 -334 0 586 -683 42 434 0 42 0 -515 1,387
Percent of Open Interest Represented by Each Category of Trader
5.6 62.8 18.0 67.0 0.0 1.7 2.8 10.2 0.9 0.0 1.1 0.0 4.1 5.4
Number of Traders in Each Category Total Traders: 27
. 8 . 12 0 . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,024,737
Positions
49,318 157,155 140,165 274,031 206,651 126,776 88,854 80,491 86,922 78,373 42,394 2,377 177,921 181,805
Changes from: March 10, 2020 Total Change is: 241,288
-6,251 23,665 59,045 -12,719 28,377 51,660 21,430 -7,576 40,950 37,883 224 741 48,549 44,201
Percent of Open Interest Represented by Each Category of Trader
4.8 15.3 13.7 26.7 20.2 12.4 8.7 7.9 8.5 7.6 4.1 0.2 17.4 17.7
Number of Traders in Each Category Total Traders: 638
28 47 49 157 117 150 89 105 95 40 54 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 113,904
Positions
56,375 4,482 274 2,588 4,000 0 39,064 15,516 861 34 0 30 14,678 88,741
Changes from: March 10, 2020 Total Change is: 18,168
7,351 400 0 0 0 0 8,202 1,300 596 0 0 0 2,019 15,872
Percent of Open Interest Represented by Each Category of Trader
49.5 3.9 0.2 2.3 3.5 0.0 34.3 13.6 0.8 0.0 0.0 0.0 12.9 77.9
Number of Traders in Each Category Total Traders: 37
16 . . . . 0 10 6 6 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 17,635
Positions
6,814 7,972 732 5,227 1,039 658 0 3,825 341 0 0 0 3,863 3,068
Changes from: March 10, 2020 Total Change is: 716
-3,015 -3,391 732 935 85 583 0 589 341 0 0 0 1,140 1,777
Percent of Open Interest Represented by Each Category of Trader
38.6 45.2 4.2 29.6 5.9 3.7 0.0 21.7 1.9 0.0 0.0 0.0 21.9 17.4
Number of Traders in Each Category Total Traders: 27
8 . . 8 . . 0 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,554,164
Positions
162,337 960,991 501,832 1,370,154 1,026,196 620,941 400,187 476,113 279,069 391,694 211,969 11,734 816,216 465,319
Changes from: March 10, 2020 Total Change is: 1,115,598
-33,075 151,263 260,290 -63,596 141,886 258,299 94,669 -15,854 173,244 189,416 1,122 3,703 232,648 141,645
Percent of Open Interest Represented by Each Category of Trader
3.6 21.1 11.0 30.1 22.5 13.6 8.8 10.5 6.1 8.6 4.7 0.3 17.9 10.2
Number of Traders in Each Category Total Traders: 637
27 48 45 157 117 150 85 108 94 40 54 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 24,094
Positions
17,357 15,122 317 1,448 1,854 982 0 1,327 294 0 342 0 3,696 3,856
Changes from: March 10, 2020 Total Change is: -1,346
-3,277 -1,583 316 -42 -566 0 0 -598 294 0 35 0 1,363 756
Percent of Open Interest Represented by Each Category of Trader
72.0 62.8 1.3 6.0 7.7 4.1 0.0 5.5 1.2 0.0 1.4 0.0 15.3 16.0
Number of Traders in Each Category Total Traders: 23
5 9 . . . . 0 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 14,598
Positions
1,546 11,054 659 4,005 0 0 558 1,327 60 0 0 0 7,770 1,498
Changes from: March 10, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
10.6 75.7 4.5 27.4 0.0 0.0 3.8 9.1 0.4 0.0 0.0 0.0 53.2 10.3
Number of Traders in Each Category Total Traders: 21
. 9 . 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 15,955
Positions
2,954 7,046 1,541 4,445 982 116 1,115 1,283 408 0 0 0 5,376 4,579
Changes from: March 10, 2020 Total Change is: 5,261
352 -448 1,541 -6 0 4 -233 -7 406 0 0 0 3,197 3,765
Percent of Open Interest Represented by Each Category of Trader
18.5 44.2 9.7 27.9 6.2 0.7 7.0 8.0 2.6 0.0 0.0 0.0 33.7 28.7
Number of Traders in Each Category Total Traders: 21
5 6 . . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,929
Positions
3,687 10,268 2,253 4,515 542 1,029 2,567 0 943 0 0 0 2,935 2,894
Changes from: March 10, 2020 Total Change is: 3,547
-574 206 2,253 -437 -1,388 292 652 -369 927 0 0 0 434 1,626
Percent of Open Interest Represented by Each Category of Trader
20.6 57.3 12.6 25.2 3.0 5.7 14.3 0.0 5.3 0.0 0.0 0.0 16.4 16.1
Number of Traders in Each Category Total Traders: 25
4 8 4 6 . . 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 90,152
Positions
19,082 10,735 4,207 44,495 57,564 6,156 3,794 2,121 663 0 970 0 11,755 7,736
Changes from: March 10, 2020 Total Change is: 13,765
6,641 -3,388 3,687 1,000 9,220 -379 -687 1,116 333 0 0 0 3,170 3,176
Percent of Open Interest Represented by Each Category of Trader
21.2 11.9 4.7 49.4 63.9 6.8 4.2 2.4 0.7 0.0 1.1 0.0 13.0 8.6
Number of Traders in Each Category Total Traders: 73
12 5 8 27 22 18 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 59,254
Positions
7,317 9,145 7,142 11,888 13,175 3,700 12,437 9,288 2,651 1,727 2,150 13 12,379 11,990
Changes from: March 10, 2020 Total Change is: 15,223
906 1,122 5,246 -2,696 2,235 2,928 2,429 -3,223 1,554 138 92 0 4,718 5,268
Percent of Open Interest Represented by Each Category of Trader
12.3 15.4 12.1 20.1 22.2 6.2 21.0 15.7 4.5 2.9 3.6 0.0 20.9 20.2
Number of Traders in Each Category Total Traders: 248
24 18 20 56 36 30 41 40 23 13 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 296,271
Positions
36,586 45,725 35,708 59,441 65,875 18,502 62,183 46,442 13,254 8,637 10,748 66 61,894 59,951
Changes from: March 10, 2020 Total Change is: 76,113
4,532 5,611 26,229 -13,482 11,176 14,640 12,144 -16,114 7,769 690 461 -1 23,592 26,342
Percent of Open Interest Represented by Each Category of Trader
12.3 15.4 12.1 20.1 22.2 6.2 21.0 15.7 4.5 2.9 3.6 0.0 20.9 20.2
Number of Traders in Each Category Total Traders: 248
24 18 20 56 36 30 41 40 23 13 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 620,330
Positions
95,119 68,754 46,813 214,618 266,987 67,188 122,638 97,746 15,653 19,229 20,794 6,278 32,794 30,117
Changes from: March 10, 2020 Total Change is: 117,587
32,227 -3,510 35,532 -853 31,112 7,552 10,462 18,271 6,845 717 3,129 6,266 18,839 12,390
Percent of Open Interest Represented by Each Category of Trader
15.3 11.1 7.5 34.6 43.0 10.8 19.8 15.8 2.5 3.1 3.4 1.0 5.3 4.9
Number of Traders in Each Category Total Traders: 313
28 19 22 76 63 56 43 53 37 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 41,041
Positions
6,755 14,683 379 13,526 6,306 381 5,755 11,188 857 223 1,061 0 13,165 6,186
Changes from: March 10, 2020 Total Change is: -16,502
-11,002 496 -1,383 -1,050 837 -436 -6,089 -6,851 -242 -444 -534 -4 4,148 -8,385
Percent of Open Interest Represented by Each Category of Trader
16.5 35.8 0.9 33.0 15.4 0.9 14.0 27.3 2.1 0.5 2.6 0.0 32.1 15.1
Number of Traders in Each Category Total Traders: 70
8 11 . 14 9 7 9 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 580,094
Positions
39,760 262,617 111,586 351,129 119,663 36,223 15,847 33,182 3,253 1,278 1,810 0 21,018 11,760
Changes from: March 10, 2020 Total Change is: 173,801
-32 19,220 110,884 36,037 19,192 13,782 1,479 5,173 1,949 -960 79 0 10,662 3,522
Percent of Open Interest Represented by Each Category of Trader
6.9 45.3 19.2 60.5 20.6 6.2 2.7 5.7 0.6 0.2 0.3 0.0 3.6 2.0
Number of Traders in Each Category Total Traders: 183
12 17 13 69 41 40 14 22 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,804,441
Positions
197,527 893,749 118,778 931,672 410,739 140,860 101,316 48,677 35,726 98,510 64,926 6,347 173,705 84,639
Changes from: March 10, 2020 Total Change is: 241,308
19,754 -40,684 107,751 1,628 49,094 17,346 -52,784 11,090 28,770 -15,509 4,288 1,225 133,127 62,428
Percent of Open Interest Represented by Each Category of Trader
10.9 49.5 6.6 51.6 22.8 7.8 5.6 2.7 2.0 5.5 3.6 0.4 9.6 4.7
Number of Traders in Each Category Total Traders: 418
24 25 18 159 83 93 53 33 29 19 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 140,538
Positions
19,330 93,668 42,820 16,865 0 368 55,671 1,791 1,844 3,484 0 0 156 47
Changes from: March 10, 2020 Total Change is: -3,144
960 -5,932 2,191 -246 0 -18 -4,787 1,718 -109 -1,185 0 0 50 -994
Percent of Open Interest Represented by Each Category of Trader
13.8 66.6 30.5 12.0 0.0 0.3 39.6 1.3 1.3 2.5 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 48
8 16 15 7 0 . 9 . 5 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,174,479
Positions
55,213 195,694 3,156 602,373 248,589 224,200 31,912 320,733 27,380 70,815 32,117 95 159,335 122,515
Changes from: March 10, 2020 Total Change is: -53,970
2,228 -14,051 131 -21,475 -21,758 4,360 -21,421 -5,055 -8,202 -10,480 5,696 -13 902 -15,078
Percent of Open Interest Represented by Each Category of Trader
4.7 16.7 0.3 51.3 21.2 19.1 2.7 27.3 2.3 6.0 2.7 0.0 13.6 10.4
Number of Traders in Each Category Total Traders: 195
8 22 5 56 36 56 11 45 19 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,120,122
Positions
35,553 231,713 217 634,655 77,380 186,099 49,898 513,615 12,188 55,428 5,665 0 146,084 93,245
Changes from: March 10, 2020 Total Change is: -19,642
309 23,476 -141 -7,889 -9,521 -8,974 11,338 -34,324 -6,027 4,724 5,665 0 -12,982 10,204
Percent of Open Interest Represented by Each Category of Trader
3.2 20.7 0.0 56.7 6.9 16.6 4.5 45.9 1.1 4.9 0.5 0.0 13.0 8.3
Number of Traders in Each Category Total Traders: 143
4 18 . 71 11 49 8 23 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,222,998
Positions
55,157 424,455 15,072 1,470,815 729,150 268,438 832,994 1,497,909 74,084 313,731 107,586 3,099 189,608 103,205
Changes from: March 10, 2020 Total Change is: -109,336
-30,435 6,328 -305 -38,614 -77,353 -10,429 -29,400 -25,020 -19,166 24,541 1,142 1,256 -6,784 14,211
Percent of Open Interest Represented by Each Category of Trader
1.7 13.2 0.5 45.6 22.6 8.3 25.8 46.5 2.3 9.7 3.3 0.1 5.9 3.2
Number of Traders in Each Category Total Traders: 366
21 31 11 122 32 70 67 54 38 24 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,659,033
Positions
190,070 304,027 84,860 1,580,719 762,077 699,188 468,058 1,139,024 68,135 139,060 257,155 17,231 411,712 327,336
Changes from: March 10, 2020 Total Change is: -106,060
-53,280 19,120 11,261 -36,134 -41,439 34,320 -9,510 -35,046 -43,014 6,740 9,202 -1,295 -15,148 -59,169
Percent of Open Interest Represented by Each Category of Trader
5.2 8.3 2.3 43.2 20.8 19.1 12.8 31.1 1.9 3.8 7.0 0.5 11.3 8.9
Number of Traders in Each Category Total Traders: 406
28 35 13 109 69 93 49 77 37 23 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 862,146
Positions
73,649 77,277 4,514 381,657 262,700 117,522 101,025 171,578 21,319 51,893 34,436 0 110,567 172,800
Changes from: March 10, 2020 Total Change is: -25,369
1,154 5,888 -1,306 5,163 19 -7,433 -7,915 -24,318 7,894 2,108 -2,848 -38 -24,996 -3,227
Percent of Open Interest Represented by Each Category of Trader
8.5 9.0 0.5 44.3 30.5 13.6 11.7 19.9 2.5 6.0 4.0 0.0 12.8 20.0
Number of Traders in Each Category Total Traders: 106
. 11 5 29 34 37 11 11 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,355,811
Positions
107,083 617,628 31,775 2,189,453 671,283 614,526 767,016 1,702,994 82,918 243,358 243,631 633 319,049 390,423
Changes from: March 10, 2020 Total Change is: -86,148
-15,381 -15,698 3,340 138,486 22,812 -88,281 -63,162 -85,700 -32,231 -6,769 2,297 -1,894 -20,256 109,207
Percent of Open Interest Represented by Each Category of Trader
2.5 14.2 0.7 50.3 15.4 14.1 17.6 39.1 1.9 5.6 5.6 0.0 7.3 9.0
Number of Traders in Each Category Total Traders: 329
12 35 9 100 49 79 38 60 35 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,804,726
Positions
244,424 465,873 433,502 51,522 32,546 53,598 435,106 211,728 526,097 2,732 23,950 12,664 45,081 44,768
Changes from: March 10, 2020 Total Change is: -112,224
-18,516 48,975 1,461 650 -7,064 -3,827 -90,374 -145,637 5,461 -12,764 -850 -1,717 7,402 -9,026
Percent of Open Interest Represented by Each Category of Trader
13.5 25.8 24.0 2.9 1.8 3.0 24.1 11.7 29.2 0.2 1.3 0.7 2.5 2.5
Number of Traders in Each Category Total Traders: 127
21 30 46 4 4 . 26 33 46 4 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,289,019
Positions
2,005,439 1,914,820 1,986,139 480,133 567,096 708,270 1,493,634 1,275,608 2,960,630 37,958 82,627 50,230 566,586 743,599
Changes from: March 10, 2020 Total Change is:-1,701,785
227,776 -505,867 -457,747 149,127 -448,403 -55,538 -927,473 382,500 -552,424 -9,343 -484 3,099 -79,262 -66,921
Percent of Open Interest Represented by Each Category of Trader
19.5 18.6 19.3 4.7 5.5 6.9 14.5 12.4 28.8 0.4 0.8 0.5 5.5 7.2
Number of Traders in Each Category Total Traders: 229
34 39 63 13 14 19 52 46 80 12 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 245,207
Positions
9,575 103,448 36,313 5,510 33,794 8,211 155,495 31,581 28,100 832 0 918 253 2,842
Changes from: March 10, 2020 Total Change is: 12,494
-669 3,579 247 0 2,126 -1,684 16,611 9,683 -1,494 -754 0 87 150 -50
Percent of Open Interest Represented by Each Category of Trader
3.9 42.2 14.8 2.2 13.8 3.3 63.4 12.9 11.5 0.3 0.0 0.4 0.1 1.2
Number of Traders in Each Category Total Traders: 56
. 17 7 . . . 14 15 20 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 362,970
Positions
33,374 147,653 22,048 16,171 46,427 3,524 234,515 97,907 42,466 10,521 295 277 74 2,373
Changes from: March 10, 2020 Total Change is: 17,767
13,693 26,951 -5,870 -7,511 20,931 -9,917 37,410 -4,623 -10,053 0 72 73 -58 203
Percent of Open Interest Represented by Each Category of Trader
9.2 40.7 6.1 4.5 12.8 1.0 64.6 27.0 11.7 2.9 0.1 0.1 0.0 0.7
Number of Traders in Each Category Total Traders: 95
5 27 12 . 6 . 19 31 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 66,561
Positions
0 11,957 0 639 3,554 0 441 17,356 32,243 33,198 551 0 40 900
Changes from: March 10, 2020 Total Change is: -44,784
-838 -23,913 -43 -342 0 -31 -11,285 6,742 -27,514 -4,766 0 0 35 -25
Percent of Open Interest Represented by Each Category of Trader
0.0 18.0 0.0 1.0 5.3 0.0 0.7 26.1 48.4 49.9 0.8 0.0 0.1 1.4
Number of Traders in Each Category Total Traders: 26
0 . 0 . 7 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 44,588
Positions
10,601 0 16,188 0 111 0 705 13,357 12,738 4,110 1,931 246 0 17
Changes from: March 10, 2020 Total Change is: -3,037
0 0 0 0 0 0 0 603 -3,037 0 -595 0 0 -8
Percent of Open Interest Represented by Each Category of Trader
23.8 0.0 36.3 0.0 0.2 0.0 1.6 30.0 28.6 9.2 4.3 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 . 0 . 0 . 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,474
Positions
336 0 0 101 465 0 1,869 2,907 10 584 504 93 1,481 495
Changes from: March 10, 2020 Total Change is: 106
271 -41 0 -14 103 0 448 -95 -171 -199 479 -220 -9 51
Percent of Open Interest Represented by Each Category of Trader
7.5 0.0 0.0 2.3 10.4 0.0 41.8 65.0 0.2 13.1 11.3 2.1 33.1 11.1
Number of Traders in Each Category Total Traders: 44
. 0 0 . . 0 9 18 . 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 25,322
Positions
621 4,947 0 8,119 1,644 536 10,935 14,668 782 1,164 1,454 92 3,073 1,199
Changes from: March 10, 2020 Total Change is: -19,629
126 -20,117 0 1,433 -368 -55 -17,308 4,217 -1,744 500 419 92 -2,673 -2,073
Percent of Open Interest Represented by Each Category of Trader
2.5 19.5 0.0 32.1 6.5 2.1 43.2 57.9 3.1 4.6 5.7 0.4 12.1 4.7
Number of Traders in Each Category Total Traders: 65
. . 0 11 . 4 17 14 . 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 434,583
Positions
89,045 127,301 45,452 88,267 10,277 8,629 90,178 133,027 63,961 9,771 4,099 12,798 26,482 29,039
Changes from: March 10, 2020 Total Change is: -16,229
9,841 25,240 3,581 -20,415 -20,516 -6,883 -10,034 -22,369 8,918 2,170 -706 -4,286 879 792
Percent of Open Interest Represented by Each Category of Trader
20.5 29.3 10.5 20.3 2.4 2.0 20.8 30.6 14.7 2.2 0.9 2.9 6.1 6.7
Number of Traders in Each Category Total Traders: 168
14 16 23 21 12 15 25 54 50 7 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 19,584
Positions
4,569 1,735 1,174 6,357 8,508 2 5,374 6,436 100 612 0 0 1,396 1,629
Changes from: March 10, 2020 Total Change is: -185
-1,018 43 857 -147 1,296 -1,213 2,932 -397 -2,314 -417 0 0 1,135 1,543
Percent of Open Interest Represented by Each Category of Trader
23.3 8.9 6.0 32.5 43.4 0.0 27.4 32.9 0.5 3.1 0.0 0.0 7.1 8.3
Number of Traders in Each Category Total Traders: 37
. . . 7 4 . . 7 . 11 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 20, 2020